NYMEX Natural Gas Future February 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
3.137 |
0.231 |
7.9% |
2.812 |
| High |
3.139 |
3.224 |
0.085 |
2.7% |
3.224 |
| Low |
2.884 |
3.070 |
0.186 |
6.4% |
2.784 |
| Close |
3.084 |
3.200 |
0.116 |
3.8% |
3.200 |
| Range |
0.255 |
0.154 |
-0.101 |
-39.6% |
0.440 |
| ATR |
0.134 |
0.135 |
0.001 |
1.1% |
0.000 |
| Volume |
405,113 |
415,933 |
10,820 |
2.7% |
1,591,996 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.627 |
3.567 |
3.285 |
|
| R3 |
3.473 |
3.413 |
3.242 |
|
| R2 |
3.319 |
3.319 |
3.228 |
|
| R1 |
3.259 |
3.259 |
3.214 |
3.289 |
| PP |
3.165 |
3.165 |
3.165 |
3.180 |
| S1 |
3.105 |
3.105 |
3.186 |
3.135 |
| S2 |
3.011 |
3.011 |
3.172 |
|
| S3 |
2.857 |
2.951 |
3.158 |
|
| S4 |
2.703 |
2.797 |
3.115 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.389 |
4.235 |
3.442 |
|
| R3 |
3.949 |
3.795 |
3.321 |
|
| R2 |
3.509 |
3.509 |
3.281 |
|
| R1 |
3.355 |
3.355 |
3.240 |
3.432 |
| PP |
3.069 |
3.069 |
3.069 |
3.108 |
| S1 |
2.915 |
2.915 |
3.160 |
2.992 |
| S2 |
2.629 |
2.629 |
3.119 |
|
| S3 |
2.189 |
2.475 |
3.079 |
|
| S4 |
1.749 |
2.035 |
2.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.224 |
2.784 |
0.440 |
13.8% |
0.151 |
4.7% |
95% |
True |
False |
318,399 |
| 10 |
3.224 |
2.746 |
0.478 |
14.9% |
0.149 |
4.6% |
95% |
True |
False |
300,536 |
| 20 |
3.224 |
2.562 |
0.662 |
20.7% |
0.137 |
4.3% |
96% |
True |
False |
226,026 |
| 40 |
3.244 |
2.562 |
0.682 |
21.3% |
0.117 |
3.7% |
94% |
False |
False |
148,513 |
| 60 |
3.321 |
2.562 |
0.759 |
23.7% |
0.101 |
3.2% |
84% |
False |
False |
108,788 |
| 80 |
3.435 |
2.562 |
0.873 |
27.3% |
0.092 |
2.9% |
73% |
False |
False |
86,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.627 |
|
1.618 |
3.473 |
|
1.000 |
3.378 |
|
0.618 |
3.319 |
|
HIGH |
3.224 |
|
0.618 |
3.165 |
|
0.500 |
3.147 |
|
0.382 |
3.129 |
|
LOW |
3.070 |
|
0.618 |
2.975 |
|
1.000 |
2.916 |
|
1.618 |
2.821 |
|
2.618 |
2.667 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3.182 |
3.149 |
| PP |
3.165 |
3.098 |
| S1 |
3.147 |
3.047 |
|